#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Marketmodels
{
     // <summary> 
	// ! For each time step, generates the pseudo-square root of the covariance matrix for that time step.
	// </summary>
    [Guid ("E945A69C-BD80-40f9-B3BF-3012835C185F"),ComVisible(true)]
	public interface IMarketModel 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Math.IMatrix Covariance(UInt64 i);
        
		 Cephei.IVector<Double> Displacements {get;}
        
		 Cephei.QL.Models.Marketmodels.IEvolutionDescription Evolution {get;}
        
		 Cephei.IVector<Double> InitialRates {get;}
        
		 UInt64 NumberOfFactors {get;}
        
		 UInt64 NumberOfRates {get;}
        
		 UInt64 NumberOfSteps {get;}
        
		 Cephei.QL.Math.IMatrix PseudoRoot(UInt64 i);
        
		 Cephei.IVector<Double> TimeDependentVolatility(UInt64 i);
        
		 Cephei.QL.Math.IMatrix TotalCovariance(UInt64 endIndex);
    }

    // <summary> 
	// ! For each time step, generates the pseudo-square root of the covariance matrix for that time step. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IMarketModel_Factory // : Collection_Factory<IMarketModel, ICell<IMarketModel>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

